Anic Equity¶

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Total return since start: 0.561 %¶

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Equity now: -----------------------------> 47676.0 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46281.11 Kr¶

PnL: ---------------------------------------> -607.46 Kr¶

DD now: ---------------------------------> -1.962 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 15:39:08.522107'

Anic Portfolio¶

Today¶

Return: -0.746 %¶

This Week¶

Return: 0.3 %¶

Total¶

Return: 56.079 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -2.040000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 -0.820000 3130.400000 159.400000 5.370000 2971.000006
Corem Property Group B 59 -5.410000 649.590000 72.590000 12.580000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -7.150000 426.000000 71.000000 20.000000 355.000000
Boozt 12 -0.140000 1692.000000 38.000000 2.300000 1653.999996
HMS Networks 2 -1.000000 710.000000 37.000000 5.500000 673.000000
OEM International B 7 0.380000 550.900000 22.900000 4.340000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 581.700000 19.700000 3.510000 562.000005
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Intrum 4 -0.180000 544.800000 17.800000 3.380000 527.000000
SAAB B 8 1.870000 3393.600000 16.600000 0.490000 3377.000000
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Karnov Group 9 -0.160000 550.800000 14.800000 2.760000 536.000004
Coor Service Management Hold. 8 -0.800000 545.200000 13.200000 2.480000 532.000000
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -5.240000 255.840000 9.840000 4.000000 246.000000
Essity B 2 -0.030000 582.600000 8.600000 1.500000 574.000000
Midsona B 63 -3.520000 587.790000 4.790000 0.820000 582.999984
Nordea Bank Abp 29 -0.280000 3458.540000 4.540000 0.130000 3453.999992
AcadeMedia 12 -0.510000 561.120000 4.120000 0.740000 557.000004
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Resurs Holding 22 -1.990000 574.200000 0.200000 0.030000 573.999998
FM Mattsson Mora Group B 50 -1.520000 2925.000000 -2.000000 -0.070000 2927.000000
Handelsbanken A 5 -1.050000 543.750000 -2.250000 -0.410000 546.000000
Swedbank A 3 -0.430000 561.450000 -2.550000 -0.450000 564.000000
Securitas B 6 -0.550000 567.000000 -3.000000 -0.530000 570.000000
Norva24 Group 16 -2.770000 538.560000 -4.440000 -0.820000 543.000000
CTEK 13 -3.500000 522.600000 -11.400000 -2.130000 533.999999
Sampo Oyj SDB 7 0.280000 3804.500000 -45.500000 -1.180000 3850.000000
International Petroleum Corp. 5 1.210000 541.500000 -53.070000 -8.930000 594.565215
Vivesto 1368 0.500000 552.670000 -60.330000 -9.840000 612.999432
OX2 18 -0.540000 1494.900000 -169.100000 -10.160000 1663.999992
Axfood 13 0.070000 3582.800000 -173.200000 -4.610000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -5.350000 2849.600000 -512.400000 -15.240000 3361.999992
TOTAL 46281.110000 -607.460000 -1.96153% 46888.564618

Updated:¶

'2023-01-17 15:39:20.624919'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶